The materials for "Carnival" are in a collection called the "Kay Swift Papers" at the Yale University Music Library. Kay Swift was a songwriter / composer (and a paramour of George Gershwin).
We're not sure how some of Levant's work got into the collection of her papers (maybe another romantic interest? ...could be an interesting story here...), but her collection went to Yale in 1993.
"CC at the Opera" was from 1936. At that time, she was working in New York and knew Levant.
One anecdote that is illustrative: "As the couple entered a nightclub one evening, Oscar Levant reportedly announced, 'Ah, look! Here comes George Gershwin with the future Miss Kay Swift.'" [everyone knew they were having an affair, but didn't intend to marry...]